BVT Call 540 PH 20.12.2024
/ DE000VD4BGJ7
BVT Call 540 PH 20.12.2024/ DE000VD4BGJ7 /
06/09/2024 08:44:35 |
Chg.-0.09 |
Bid21:02:10 |
Ask21:02:10 |
Underlying |
Strike price |
Expiration date |
Option type |
5.91EUR |
-1.50% |
5.90 Bid Size: 9,000 |
5.94 Ask Size: 9,000 |
Parker Hannifin Corp |
540.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD4BGJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.81 |
Intrinsic value: |
3.17 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
3.17 |
Time value: |
2.86 |
Break-even: |
546.30 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
0.67% |
Delta: |
0.68 |
Theta: |
-0.20 |
Omega: |
5.84 |
Rho: |
0.84 |
Quote data
Open: |
5.91 |
High: |
5.91 |
Low: |
5.91 |
Previous Close: |
6.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.57% |
1 Month |
|
|
+76.42% |
3 Months |
|
|
+72.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.81 |
5.90 |
1M High / 1M Low: |
7.81 |
3.26 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |